Multivariate Rank Discriminant Classifier of Small Sample
Keywords:
Data depth, Spatial or L1 depth, linear discriminant analysis, nonparametric discriminant analysis, Probability of misclassification (PMC)Abstract
This article studied discriminant analysis procedure that is based on multivariate ranking with emphasis on Spatial or L1 depth classifier using Eviews and SPSS computer packages. The performance of the classifier is assessed using both simulated and real life data. The result of the study revealed that the classifier is optimal in classifying observations into one of the two pre-defined groups.
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